Fantasy:
Warlock - great game, but once you explored the content and the map, it had nothing to offer in terms of AI or multiplayer.
Might and Magic Heroes 6 - great tactical combat, absolutely horrid strategic gameplay
Dom 3 - so much well-written content/lore, the depth of the gameplay evaporated somewhat as several cheese-tactics dominated
Conquest of Elysium 3 - felt a lot like dom3 except the interaction with your main character and the world is much better (in dom3 your god decided your entire gameplay, in this it is much more random which is better). Too bad the sprites were just re-used from dom3.
King Arthur 2 the roleplaying wargame: A good game, I loved the first game in this series and game 2 just improved. They brought that extra dash of fantasy missing from nr 1. Unfortunately it felt like the game was just underdeveloped, lots of mechanics that were only "good", not really great.
Non-fantasy:
Crusader Kings 2 - Not my cup of tea, some people love it with all that dynasty stuff and diplomacy, I find the tactical "battles" absolutely lackluster.
Shogun 2 - Best tactical battles to date, too bad they suckered us on the mod tools and the AI just cheated to put up a challenge in strategic mode. Smart to do the different clans to add replay value, didn't work though.
Civ5 - I was bored when I played it. Some people manage a non-scifi non-fantasy setting well, Civ5 didn't. No surprise mechanics, the game was tedious very quickly. Decent graphics.
vs FE: The tactical battles are just "ok" to me, they intentionally lack depth as the devs don't want to make them what decides wars. I really want more summon spells (as in, players should be able to base an entire faction on summons). Also more high-end spells that change the map (summoning a volcano = most awesome thing ever). No sieges. No crafting. No naval warfare. The un-modded game has a cool fantasy setting but it falls short to me. I'd rather have Undead and Frost giants fight it out than grey muscular men vs human-looking men. Outside the factions, the lore in E:FE is supremely well-done.
I'm going to put my vote down for FE, despite its shortcomings. My vote is swayed by the fact that I'm a modder, and FE beats the other games hands down in that area (except Civ5 obviously, but no fantasy setting from start = no models). If I wasn't modding then Dom3 would probably beat it.